+38.7%
EXPE vs S
+10.1%
+28.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | -9.5% | -7.7% | -1.8% | -7.5% |
| 30D | -6.6% | -5.3% | -1.3% | -6.0% |
| 3M | +31.4% | +20.3% | +11.1% | +20.8% |
| 6M | +35.2% | +47.4% | -12.2% | +11.2% |
| YTD | +5.8% | +32.5% | -26.7% | -9.6% |
| 1Y | +38.7% | +9.5% | +29.1% | +24.3% |
| All | +38.7% | +10.1% | +28.5% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded S wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling